Full-Time Faculty
Professor Pornchai Chunhachinda, Ph.D.
Position :

Professor of Finance, Thammasat Business School, Thammasat University

Contact :
Working papers/ Publication :
Mutual fund liquidity timing ability in the higher moment framework (2020) 
W Wattanatorn, C Padungsaksawasdi, P Chunhachinda, S Nathaphan
Research in International Business and Finance 51, 101105
 
Measuring the hedging effectiveness of commodities (2019) 
P Chunhachinda, ME de Boyrie, I Pavlova
Finance Research Letters 30, 201-207
 
Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials (2018) 
T Kanchanapoom, C Padungsaksawasdi, P Chunhachinda, ME de Boyrie
Global Economy Journal 18 (3)
 
Multifactor asset pricing model incorporating coskewness and cokurtosis: the evidence from Asian mutual funds (2018) 
N Naktnasukanjn, P Chunhachinda, C Padungsaksawasdi
International Journal of Economics and Business Research 16 (3), 308-325
 
Liquidity Timing in the Higher Moment Framework: Evidence from Bank Affiliated Fund (2016) 
W Wattanatorn, C Padungsaksawasdi, S Nathaphan, P Chunhachinda
Asian Finance Association (AsianFA) 2016 Conference
 
Income structure, competitiveness, profitability, and risk: Evidence from Asian banks (2014) 
P Chunhachinda, L Li
Review of Pacific Basin Financial Markets and Policies 17 (03), 1450015
 
Information transmission among world major gold futures markets: Evidence from high frequency synchronous trading data (2014) 
R Fuangkasem, P Chunhachinda, S Nathaphan
Journal of US-China Public Administration 11 (3), 255-269
 
Determinants of growth for Thai mutual fund industry (2012) 
S Nathaphan, P Chunhachinda
International Research Journal of Finance and Economics 86, 120-131
 
Bankruptcy prediction of real estate firms in Thailand (2011) 
S Treewichayapong, P Chunhachinda, C Padungsaksawasdi
International Journal of Finance 23 (1)
 
Efficiency of Thai commercial banks: Pre-vs. post-1997 financial crisis (2010) 
P Chunhachinda, L Li
Review of Pacific Basin Financial Markets and Policies 13 (03), 417-447
 
Estimation risk modeling in optimal portfolio selection: an empirical study from emerging markets (2010)
S Nathaphan, P Chunhachinda
Economics research international 2010
 
Thailand capital flight through trade with the US during times of political and economic instability (2008)
P Chunhachinda, ME de Boyrie, SJ Pak
Review of Pacific Basin Financial Markets and Policies 11 (03), 363-387
 
Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study (2008)
S Nathapana, V Temaismithi, P Chunhachinda, C Charoenwongc
Mahidol University
 
Production Efficiency of Thai Commercial Banks and the Impact of 1997 Economic Crisis (2007)
P Chunhachinda, T Srisawat
Journal of Business Administration
 
Determinants of Asian capital flight and the impact of 1997 economic crisis (2007)
P Chunhachinda, K Sirodom
Economic Dynamism Of Asia In The New Millennium: From the Asian Crisis to a New Stage of Growth
 
Higher-order systematic co-moments in asset pricing: Evidence from Thailand after the 1997 Economic Crisis (2006)
P Chunhachinda, S Shankar, C Watanajiraj
International Journal of Finance 18 (4)
 
Effect of estimation risk on efficient set: evidence from Thai stock market (2006)
S Nathaphan, P Chunhachinda, V Temaismithi
Journal of High Technology Management Research 17, 27-42
 
Practical Active Currency Management for Global Bond Portfolios from a Thai Perspective (2005)
P Chunhachinda, B Treebovorns
Thammasat Review 10 (1), 1-26
 
Market and Volatility Timing Abilities: A New Evidence of Mutual Funds in Thailand (2004)
P Chunhachinda, S Tangprasert
Thammasat Review 9 (1), 161-185
 
The Determinants of Capital Flows in Emerging Countries: The Case of Thailand (2000)
P Chunhachinda, O Jokung
Thammasat Review 5 (1), 2-22
 
Competitiveness of Banks and Finance Companies in Thailand: An Investigation (1999)
P Chunhachinda
Thammasat Review 4 (1), 59-88
 
Portfolio selection and skewness: Evidence from international stock markets (1997)
P Chunhachinda, K Dandapani, S Hamid, AJ Prakash
Journal of Banking & Finance 21 (2), 143-167
 
Adjustable rate preferred stock an alternative for capital fund raising (1997)
P Chunhachinda
Thammasat Business School, Thammasat University
 
Time-Varying Optimal Hedge Ratios of Foreign Currency Futures (1996)
AM Parhizgari, P Chunhachinda
Finance India 10 (2), 325-332
 
Efficacy of portfolio performance measures: an evaluation (1994)
P Chunhachinda, K Dandapani, S Hamid, AJ Prakash
Quarterly Journal of Business and Economics, 74-87
 
Time-varying optimal hedge ratios of foreign currency futures (1994)
P Chunhachinda
Thammasat Business School, Thammasat University
Research Interest :

International Finance